Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:3805673
Jump to:navigation, search

zbMATH Open0657.62077MaRDI QIDQ3805673

Manabu Iwasaki

Publication date: 1986



Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


zbMATH Keywords

robustnessleast squares estimatorautocorrelationLS estimatorBLUS implied estimator


Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)




Recommendations

  • More on BLU estimation in regression models with possibly singular covariances πŸ‘ πŸ‘Ž
  • Robust estimation for vector autoregressive models πŸ‘ πŸ‘Ž
  • Robust inference in conditionally heteroskedastic autoregressions πŸ‘ πŸ‘Ž
  • Unnamed Item πŸ‘ πŸ‘Ž
  • Unnamed Item πŸ‘ πŸ‘Ž
  • Unnamed Item πŸ‘ πŸ‘Ž
  • Unnamed Item πŸ‘ πŸ‘Ž
  • Unnamed Item πŸ‘ πŸ‘Ž





This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3805673&oldid=17378078"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 5 February 2024, at 15:34.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki